Free Trial

US Treasury Auction Calendar

Treasury futures remain mixed, short end weaker but off lows after in-line $40B 3Y note auction (91282CHM6): 4.534% high yield vs. 4.535% WI; 2.88x bid-to-cover vs. 2.70x prior month.
  • Indirect take-up back up to 69.43% vs. 61.53% prior; direct bidder take-up at 19.79% vs. 21.74% prior; primary dealer take-up 10.78% vs. 16.74%. The next 3Y auction is tentatively scheduled for Aug 8.
DateTimeAmtSecurityCusip, Yield
11-Jul1130ET$38B52W Bill(912797GB7), 5.13%
11-Jul1130ET$50B42D Bill CMB(912796Z44), 5.21%
11-Jul1300ET$40B3Y Note(91282CHM6), 4.534% vs. 4.532% WI
12-Jul1130ET$46B17W Bill(912797HK6)
12-Jul1300ET$32B10Y Note R/O(91282CHC8)
13-Jul1130ET$70B4W Bill(912797GG6)
13-Jul1130ET$60B8W Bill(912797GS0)
13-Jul1300ET$18B30Y Bond R/O(91282CHC8)
19-Jul1300ETTBA20Y Bond R/O(912810TS7)
20-Jul1300ETTBA10Y TIPS (91282CHP9)
24-Jul1300ETTBA2Y Note20-Jul
25-Jul1300ETTBA5Y Note20-Jul
26-Jul1300ETTBA2Y FRN20-Jul
27-Jul1300ETTBA7Y Note20-Jul
8-Aug1300ETTBA3Y Note2-Aug
9-Aug1300ETTBA10Y Note2-Aug
10-Aug1300ETTBA30Y Bond2-Aug
23-Aug1130ETTBA2Y Note FRN Reopen17-Aug
23-Aug1300ETTBA20Y Bond17-Aug
24-Aug1300ETTBA30Y TIPS Re-open17-Aug
28-Aug1130ETTBA2Y Note24-Aug
28-Aug1300ETTBA5Y Note24-Aug
29-Aug1300ETTBA7Y Note24-Aug
11-Sep1300ETTBA3Y Note7-Sep
12-Sep1300ETTBA10Y Note Reopen7-Sep
13-Sep1300ETTBA30Y Bond Reopen7-Sep
19-Sep1300ETTBA10Y TIPS Reopen14-Sep
21-Sep1300ETTBA20Y Bond Reopen14-Sep
26-Sep1300ETTBA2Y Note21-Sep
27-Sep1130ETTBA2Y Note FRN Reopen21-Sep
27-Sep1300ETTBA5Y Note21-Sep
28-Sep1300ETTBA7Y Note21-Sep
10-Oct1300ETTBA3Y Note5-Oct
11-Oct1300ETTBA10Y Note Reopen5-Oct
12-Oct1300ETTBA30Y Bond Reopen5-Oct
18-Oct1300ETTBA20Y Bond Reopen12-Oct
19-Oct1300ETTBA5Y TIPS12-Oct
24-Oct1300ETTBA2Y Note19-Oct
25-Oct1130ETTBA2Y Note FRN19-Oct
25-Oct1300ETTBA5Y Note19-Oct
27-Oct1300ETTBA7Y Note19-Oct

To read the full story



MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.